Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11502114.2478 | 11651536.5221 | -149422.2743 | -185847.6787 | -133510.6529 | -52337.0258 |
Total P&L (%) | 11502.1142 | 11651.5365 | -149.4223 | -185.8477 | -133.5107 | -52.337 |
Avg Daily Profit (%) | 5.0872 | 5.1533 | -0.0661 | 0 | 0 | -0.0328 |
Buy And Hold Return (%) | 6611.9713 | 6611.9713 | 6611.9713 | 6611.9713 | 6611.9713 | 6611.9713 |
Max Trade Drawdown | -170376 | -109412 | -182183 | -378363 | -278934 | -236632 |
Profit Factor | 16.9786 | 38.5059 | 0.6348 | 0.8036 | 0.7519 | 0.8718 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 24 | 27 | 59 | 31 | 28 |
Losing Trades | 61 | 32 | 29 | 53 | 25 | 28 |
Profitability (%) | 45.5357 | 42.8571 | 48.2143 | 52.6786 | 55.3571 | 50 |
Ratio Avg Win / Avg Loss | 20.3077 | 51.3412 | 0.6819 | 0.7219 | 0.6063 | 0.8718 |
Largest Winning Trade | 11624575 | 11624575 | 50488 | 93680 | 93680 | 76088 |
Largest Losing Trade | -105139 | -33205 | -105139 | -275507 | -275507 | -84160 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 50 | 54 | 47 | 29 | 26 | 33 |
Avg Bars in Losers | 31 | 30 | 32 | 51 | 57 | 46 |
Bars Traded | 4491 | 2259 | 2232 | 4491 | 2259 | 2232 |
Profit Streak | 0 | 39.3766 | 0 | 4.8766 | 0 | 91.8766 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518707 | -166288 | -761527 | -579532 | -760138 | -759431 |
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 176, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 176, "af": 0, "af0": 0, "max_af": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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